Annoying shut down problem !!

Just upgraded my system to a ASUS A7V running 1005c bios and an Athlon T/Bird 1Ghz with Windows ME which i think is all updated(?). The problem is almost everytime i shut the machine down i get a blue screen error saying windows protection fault, system halted. Any ideas anyone what is causing this, is it a common problem ?.
I have a feeling it could be the graphics card, I have a Diamond Viper V770 AGP 32Mb running at x4 on the motherboard. I have had serious problems getting it to work correctly, gone thru 3 sets of different drivers just to get UT & GP3 to work.
And i only get the blue screen message if i have been playing any games, it shuts down perfectly if i am only using the net !!??, What could cause this ?